Macclesfield were unable to repeat the FA Cup heroics that saw them knock out holders Crystal Palace.
The non league side were beaten 1-nil by Brentford at Moss Rose.
An own goal scored by Sam Heathcote was the difference between the two teams.
Manager John Rooney says there's plenty for him to be pleased about despite the defeat.
Brentford boss and former Ireland International Keith Andrews says it was a difficult evening but he was pleased to see his side progress.
They have been drawn against West Ham in the 5th Round
Arsenal will head to League One outfit Mansfield Town while Manchester City will go away to Newcastle.
Wrexham will host Chelsea, Liverpool will go to Wolves and Leeds are set to face Norwich.
Port Vale or Bristol City will play Sunderland while Fulham will meet Southampton.
